COMEDY, performers tell us, is harder than drama. One reason may be that grimness and weight come more naturally than lightness. To achieve the sour gloom of the dramatic performer, one need only take oneself seriously, which is both easy to do and psychologically gratifying. Take yourself seriously and inside you'll be purring with satisfaction. Indeed, in our minds' eyes, we easily see ourselves as Marlon Brandos, but only with great effort or inspiration do we see ourselves as Marx Brothers. The Beastie Boys burst onto the musical scene in the mid '80s loaded with such inspiration. Their Brooklyn burlesque...